Flat Discount Curve
financepy.market.curves.flat_discount_curve
Classes
FlatDiscountCurve
FlatDiscountCurve(anchor_dt: financepy.utils.date.Date, flat_zero_rate: float, freq_type: financepy.utils.frequency.FrequencyTypes = <FrequencyTypes.CONTINUOUS: 99>, curve_dc_type: financepy.utils.day_count.DayCountTypes = <DayCountTypes.ACT_365F: 7>) -> None
Inherits from: DiscountCurve
A flat discount curve defined by a single zero rate.
The zero rate is expressed using the specified compounding frequency.
The curve day-count convention determines how dates are converted to
year fractions from the curve anchor date.
The input rate is a zero rate, not a money-market or deposit rate.
As the zero curve is flat, no interpolation scheme is required.
Methods
df_t
df_t(self, t: float | list | numpy.ndarray)
Return discount factors from scalar or vector times.
bump_parallel
bump_parallel(self, bump_size: float)
Create a new FlatDiscountCurve object with the entire curve
bumped up by the bumpsize. All other parameters are preserved.
Generated automatically from the FinancePy source code.
Do not edit this file manually.